-
-
LOB-feature-analysis Public
Forked from nicolezattarin/LOB-feature-analysisFeature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.
Jupyter Notebook Apache License 2.0 UpdatedApr 12, 2022 -
twint Public
Forked from twintproject/twintAn advanced Twitter scraping & OSINT tool written in Python that doesn't use Twitter's API, allowing you to scrape a user's followers, following, Tweets and more while evading most API limitations.
Python MIT License UpdatedApr 1, 2022 -
financial-machine-learning Public
Forked from firmai/financial-machine-learningA curated list of practical financial machine learning tools and applications.
Python UpdatedMar 4, 2022 -
AvellanedaStoikov Public
Forked from berkeaslan92/AvellanedaStoikovAS model performance versus trivial delta for market-makers
Jupyter Notebook UpdatedJan 13, 2022 -
-
Market-Making-With-Crypto Public
Forked from lkrenn/Market-Making-With-Cryptovery useful MM code
Jupyter Notebook UpdatedNov 3, 2021 -
api-connectors Public
Forked from bybit-exchange/api-connectorsLibraries for connecting to the Bybit API.
C# UpdatedOct 22, 2021 -
Quant-AI-OR-Math-Statistics Public
Forked from huanghanchi/Quant-AI-OR-Math-StatisticsUpdatedOct 4, 2021 -
AlgorithmicTrading Public
Forked from JerBouma/AlgorithmicTradingThis repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in collaboration with Optiver and have been peer-reviewed by st…
Jupyter Notebook MIT License UpdatedOct 1, 2021 -
-
strategies Public
Forked from fmzquant/strategiesquantitative trading with Javascript, Python, C++, Blockly, MyLanguage(麦语言)
UpdatedAug 5, 2021 -
python-binance Public
Forked from sammchardy/python-binanceBinance Exchange API python implementation for automated trading
Python MIT License UpdatedAug 4, 2021 -
-
market-making-backtest Public
Forked from pavybez/market-making-backtestalgo trading backtesting on BitMEX
Jupyter Notebook UpdatedMar 17, 2021 -
Pairs-Trading-with-Machine-Learning Public
Forked from wangy8989/Pairs-Trading-with-Machine-LearningPair Trading Strategy using Machine Learning written in Python
Python UpdatedFeb 8, 2021 -
Awesome-Quant-Machine-Learning-Trading Public
Forked from grananqvist/Awesome-Quant-Machine-Learning-TradingQuant/Algorithm trading resources with an emphasis on Machine Learning
UpdatedOct 8, 2020 -
crypto-trading Public
Forked from edgetrader/crypto-tradingPairs Trading using Co-integrated Cryptocurrency Pairs
Jupyter Notebook UpdatedMay 22, 2020 -
High-Frequency Public
Forked from yudai-il/High-FrequencyHigh Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)
Python UpdatedMay 14, 2020 -
Avellaneda-Stoikov Public
Forked from mdibo/Avellaneda-StoikovPython code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov
Python UpdatedMay 9, 2020 -
tensortrade Public
Forked from kshre/tensortradeAn open source reinforcement learning framework for training, evaluating, and deploying robust trading agents.
Python Apache License 2.0 UpdatedApr 16, 2020 -
MIRC_2019 Public
Forked from dyheim/MIRC_2019MIRC Team for the 2018/2019 year
Jupyter Notebook UpdatedMar 1, 2020 -
QtaTraining2019 Public
Forked from qta2019/QtaTraining2019北京大学量化交易协会2019级培训课件及代码
Jupyter Notebook UpdatedDec 29, 2019 -
quant-resources Public
Forked from LucindaYa/quant-resourcesresources of quantitative trading
Apache License 2.0 UpdatedJun 23, 2019 -
MacIC_Macro Public
Forked from lkrenn/MacIC_MacroMacIC 2018-2019 Macroeconomic Team
UpdatedMar 1, 2019 -
PairsTrading Public
Forked from akhil2706/PairsTradingA low frequency statistical arbitrage strategy
Jupyter Notebook MIT License UpdatedFeb 23, 2019 -
-
AlphaTrading Public
Forked from jerryxyx/AlphaTradingAn workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implement APT model, BARRA's risk model and dynamic multi-factor mod…
Jupyter Notebook UpdatedAug 7, 2018 -
OrderImbalance Public
Forked from shaileshkakkar/OrderImbalanceOrder Imbalance Strategy in High Frequency Trading
Jupyter Notebook UpdatedJun 4, 2018 -
MTH9879-Market-Microstructure-Models Public
Forked from gjimzhou/MTH9879-Market-Microstructure-ModelsA collection of homeworks of market microstructure models.
Jupyter Notebook GNU General Public License v3.0 UpdatedMay 4, 2018
{{ message }}